ECBOT 10 Year T-Note Future June 2014
| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
123-290 |
124-005 |
0-035 |
0.1% |
123-230 |
| High |
124-020 |
124-145 |
0-125 |
0.3% |
124-100 |
| Low |
123-220 |
123-260 |
0-040 |
0.1% |
123-160 |
| Close |
124-000 |
124-135 |
0-135 |
0.3% |
124-020 |
| Range |
0-120 |
0-205 |
0-085 |
70.8% |
0-260 |
| ATR |
0-158 |
0-162 |
0-003 |
2.1% |
0-000 |
| Volume |
1,129,567 |
1,531,195 |
401,628 |
35.6% |
4,839,848 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-048 |
125-297 |
124-248 |
|
| R3 |
125-163 |
125-092 |
124-191 |
|
| R2 |
124-278 |
124-278 |
124-173 |
|
| R1 |
124-207 |
124-207 |
124-154 |
124-242 |
| PP |
124-073 |
124-073 |
124-073 |
124-091 |
| S1 |
124-002 |
124-002 |
124-116 |
124-038 |
| S2 |
123-188 |
123-188 |
124-097 |
|
| S3 |
122-303 |
123-117 |
124-079 |
|
| S4 |
122-098 |
122-232 |
124-022 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-127 |
126-013 |
124-163 |
|
| R3 |
125-187 |
125-073 |
124-092 |
|
| R2 |
124-247 |
124-247 |
124-068 |
|
| R1 |
124-133 |
124-133 |
124-044 |
124-190 |
| PP |
123-307 |
123-307 |
123-307 |
124-015 |
| S1 |
123-193 |
123-193 |
123-316 |
123-250 |
| S2 |
123-047 |
123-047 |
123-292 |
|
| S3 |
122-107 |
122-253 |
123-268 |
|
| S4 |
121-167 |
121-313 |
123-197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-145 |
123-190 |
0-275 |
0.7% |
0-149 |
0.4% |
96% |
True |
False |
1,244,534 |
| 10 |
124-205 |
123-160 |
1-045 |
0.9% |
0-154 |
0.4% |
81% |
False |
False |
1,080,336 |
| 20 |
125-025 |
122-225 |
2-120 |
1.9% |
0-166 |
0.4% |
72% |
False |
False |
1,210,013 |
| 40 |
125-025 |
122-225 |
2-120 |
1.9% |
0-164 |
0.4% |
72% |
False |
False |
1,237,891 |
| 60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-163 |
0.4% |
69% |
False |
False |
974,599 |
| 80 |
125-065 |
121-120 |
3-265 |
3.1% |
0-158 |
0.4% |
80% |
False |
False |
731,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-056 |
|
2.618 |
126-042 |
|
1.618 |
125-157 |
|
1.000 |
125-030 |
|
0.618 |
124-272 |
|
HIGH |
124-145 |
|
0.618 |
124-067 |
|
0.500 |
124-042 |
|
0.382 |
124-018 |
|
LOW |
123-260 |
|
0.618 |
123-133 |
|
1.000 |
123-055 |
|
1.618 |
122-248 |
|
2.618 |
122-043 |
|
4.250 |
121-029 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
124-104 |
124-098 |
| PP |
124-073 |
124-060 |
| S1 |
124-042 |
124-022 |
|